\(L_p\)-functionals for change point detection in random coefficient autoregressive models (Q6137828): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Autoregressive series with random parameters / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5288953 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4348180 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Adaptive estimation in a random coefficient autoregressive model / rank | |||
Normal rank |
Latest revision as of 18:27, 2 August 2024
scientific article; zbMATH DE number 7733981
Language | Label | Description | Also known as |
---|---|---|---|
English | \(L_p\)-functionals for change point detection in random coefficient autoregressive models |
scientific article; zbMATH DE number 7733981 |
Statements
\(L_p\)-functionals for change point detection in random coefficient autoregressive models (English)
0 references
4 September 2023
0 references
changepoint problem
0 references
weighted CUSUM process
0 references
random coefficient autoregression
0 references
Darling-Erdős theorem
0 references